3 citations · 4 across the 12 of their papers we have counts for
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econ.EM2018
Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership
Gregor Zens
A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariate…
econ.EM2018
Implications of macroeconomic volatility in the Euro area
Niko Hauzenberger, Maximilian Böck, Michael Pfarrhofer +2
In this paper we estimate a Bayesian vector autoregressive model with factor stochastic volatility in the error term to assess the effects of an uncertainty shock in the Euro area.…